| United States Treasury Notes
| - | 14.64% | - | - | 1,430,000 |
| United States Treasury Notes 0.03571%
| - | 14.62% | - | - | 1,430,000 |
| United States Treasury Notes 4.25%
| - | 6.00% | - | - | 600,000 |
| United States Treasury Notes 3.875%
| - | 5.78% | - | - | 590,000 |
| United States Treasury Bonds 2.375%
| - | 4.74% | - | - | 500,000 |
| United States Treasury Bonds 4.75%
| - | 4.07% | - | - | 420,000 |
| Government National Mortgage Association
| - | 3.57% | - | - | 342,012 |
| Government National Mortgage Association
| - | 3.39% | - | - | 325,572 |
| Government National Mortgage Association 5.5%
| - | 3.02% | - | - | 294,715 |
| Government National Mortgage Association
| - | 2.84% | - | - | 272,537 |